CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 0.8170 0.8108 -0.0062 -0.8% 0.8050
High 0.8170 0.8108 -0.0062 -0.8% 0.8146
Low 0.8059 0.8108 0.0049 0.6% 0.7920
Close 0.8087 0.8106 0.0019 0.2% 0.8159
Range 0.0111 0.0000 -0.0111 -100.0% 0.0226
ATR 0.0080 0.0076 -0.0004 -5.3% 0.0000
Volume 18 67 49 272.2% 180
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8107 0.8107 0.8106
R3 0.8107 0.8107 0.8106
R2 0.8107 0.8107 0.8106
R1 0.8107 0.8107 0.8106 0.8107
PP 0.8107 0.8107 0.8107 0.8108
S1 0.8107 0.8107 0.8106 0.8107
S2 0.8107 0.8107 0.8106
S3 0.8107 0.8107 0.8106
S4 0.8107 0.8107 0.8106
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8753 0.8682 0.8283
R3 0.8527 0.8456 0.8221
R2 0.8301 0.8301 0.8200
R1 0.8230 0.8230 0.8180 0.8266
PP 0.8075 0.8075 0.8075 0.8093
S1 0.8004 0.8004 0.8138 0.8040
S2 0.7849 0.7849 0.8118
S3 0.7623 0.7778 0.8097
S4 0.7397 0.7552 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8170 0.7920 0.0250 3.1% 0.0046 0.6% 74% False False 34
10 0.8170 0.7920 0.0250 3.1% 0.0042 0.5% 74% False False 30
20 0.8220 0.7786 0.0434 5.4% 0.0047 0.6% 74% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.8108
1.618 0.8108
1.000 0.8108
0.618 0.8108
HIGH 0.8108
0.618 0.8108
0.500 0.8108
0.382 0.8108
LOW 0.8108
0.618 0.8108
1.000 0.8108
1.618 0.8108
2.618 0.8108
4.250 0.8108
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 0.8108 0.8115
PP 0.8107 0.8112
S1 0.8107 0.8109

These figures are updated between 7pm and 10pm EST after a trading day.

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